Senior Quantitative Risk Manager - Energy Markets

Expand Energy Corporation; Town of Texas (WI); On-site; USD 130,000 - 210,000; Full time

Job summary

Expand Energy Corporation is seeking a Senior Quantitative Risk Manager to develop and govern models for valuation, risk, and exposure across energy portfolios. You will partner with trading, structuring, risk, and finance to deliver analytics and scalable reporting.

The role requires cross-commodity rigor and practical energy trading valuation with robust governance and control orientation. Collaboration with technology and operations teams is essential to success.

Qualifications

• Advanced Python for quantitative analytics and automated reporting.
• Experience with SQL, C#, C++, VBA or similar.
• Strong knowledge of probability, statistics, and stochastic modeling.
• Experience with data visualization for senior stakeholders.
• Familiarity with AI-enabled tools and model governance.

Responsibilities

• Develop and maintain models for valuation, exposure, and risk.
• Support VaR, stress testing, backtesting and P&L attribution.
• Collaborate with traders and risk teams to govern risk and hedging.
• Build scalable analytics in Python and integrate with ETRM/CTRM systems.

Skills

Python

SQL

C#

C++

VBA

Statistics

Monte Carlo

Time-series

Data visualization

AI tools

Git

Tools

Endur

Allegro

ZEMA

Job description

Expand Energy Corporation is seeking a Senior Quantitative Risk Manager to develop and govern models for valuation, risk, and exposure across energy portfolios. You will partner with trading, structuring, risk, and finance to deliver analytics and scalable reporting.

The role requires cross-commodity rigor and practical energy trading valuation with robust governance and control orientation. Collaboration with technology and operations teams is essential to success.